PRICING RISK-ADJUSTED DEPOSIT INSURANCE - AN OPTION-BASED MODEL

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] FEDERAL DEPOSIT INSURANCE, REGULATORY POLICY, AND OPTIMAL BANK CAPITAL [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 51 - 60

[3] DEPOSIT INSURANCE IN A DEREGULATED ENVIRONMENT [J]. JOURNAL OF FINANCE, 1984, 39 (03) : 775 - 785

[4] THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 407 - 432

[5] COX J, 1984, OPTIONS MARKETS

[6] *FED DEP INS CORP, 1983, DEP INS CHANG ENV

[7] CALL OPTION PRICING WHEN EXERCISE PRICE IS UNCERTAIN, AND VALUATION OF INDEX BONDS [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 169 - 176

[8] HORVITZ PM, 1983, HOUSING FINANC REV, V2, P253

[9] HUMPHREY DB, J BANK RES AUT, P192

[10] KANE EJ, 1983, HOUSING FINANC REV, V2, P269

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] FEDERAL DEPOSIT INSURANCE, REGULATORY POLICY, AND OPTIMAL BANK CAPITAL [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 51 - 60

[3] DEPOSIT INSURANCE IN A DEREGULATED ENVIRONMENT [J]. JOURNAL OF FINANCE, 1984, 39 (03) : 775 - 785

[4] THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 407 - 432

[5] COX J, 1984, OPTIONS MARKETS

[6] *FED DEP INS CORP, 1983, DEP INS CHANG ENV

[7] CALL OPTION PRICING WHEN EXERCISE PRICE IS UNCERTAIN, AND VALUATION OF INDEX BONDS [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 169 - 176

[8] HORVITZ PM, 1983, HOUSING FINANC REV, V2, P253

[9] HUMPHREY DB, J BANK RES AUT, P192

[10] KANE EJ, 1983, HOUSING FINANC REV, V2, P269